hey guys, thank you soooo much for your responses!
for my original issue, I did try to buy the ticket online and hoped to get it shipped to Italy my hotel, but the website I used (http://www.raileurope.com)didn't have the option. (although somewhere I read that a website has the option). Instead I was suggested to call the 1-800-622-8600 to make a "last minute arrangement". Apparently, they can ship it to Europe, but they charge you a lots of money like $75 by this "last minute deal". And since I am still in U.S. for 2 days, they shipped it to me to U.S. on a overnight for $55. the free shipping deal on my $481 ticket didn't apply in this case.
so my problem got solved, but I really can't think any reason they can't give the option to ship to Europe online or just do a print or will call. They are very polite and helpful though, so that's good.
I agree with some of you about whether it is worth the money. My plan is fly from U.S. to Rome first, stay 3 days, then go to Napoli, from there going back to Florence, then Venice, then milano -> Nice-> Provence ->barcelona. So in my case I suppose it should be worth it? I just want the freedom to be able to hop on and off.
thank!